+84.2%
FCX vs KTOS
+216.1%
-131.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.3% | -2.4% | +0.1% | -1.8% |
| 30D | +2.7% | -26.8% | +29.5% | +9.0% |
| 3M | +7.4% | -20.6% | +28.0% | +11.4% |
| 6M | +16.0% | -47.5% | +63.5% | +28.7% |
| YTD | +40.9% | -38.5% | +79.4% | +49.6% |
| 1Y | +56.4% | -31.0% | +87.4% | +61.6% |
| 3Y | +84.2% | +216.5% | -132.3% | +36.0% |
| All | +84.2% | +216.1% | -131.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling